Iterative Importance Sampling Algorithms for Parameter Estimation.
Matthias MorzfeldMarcus S. DayRay W. GroutGeorge Shu Heng PauStefan FinsterleJohn B. BellPublished in: SIAM J. Sci. Comput. (2018)
Keyphrases
- parameter estimation
- markov chain monte carlo
- importance sampling
- approximate inference
- maximum likelihood
- markov random field
- model selection
- estimation problems
- learning algorithm
- least squares
- monte carlo
- posterior distribution
- expectation maximization
- high dimensional
- em algorithm
- parameter estimation algorithm